+2,478.8%
ETR vs SPY
+3,091.8%
-613.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | -1.3% | +2.0% | -3.2% | -2.5% |
| 6M | +1.9% | +13.0% | -11.1% | -4.9% |
| YTD | +18.2% | +13.5% | +4.6% | +9.9% |
| 1Y | +24.7% | +20.0% | +4.7% | +12.6% |
| 3Y | +150.7% | +77.2% | +73.5% | +81.0% |
| 5Y | +127.0% | +81.9% | +45.1% | +59.7% |
| 10Y | +295.5% | +314.1% | -18.6% | +80.2% |
| All | +2,478.8% | +3,091.8% | -613.0% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling